I've read http://joewing.net/projects/jwm/cursors.shtml but I can't find the files it refers to in the directories stated in the article.

So if someone could tell me how to stop the cursor changing when I place it over the 'x' of a window, or either corner or the side of any window, I'd be grateful. I just want the standard x cursor back.

You need to recompile jwm with source code hacking. Or just grap latest development jwm source tarball, compile it and the changing cursor problem has vanished. The new source has been configured to keep cursor the same all the time.

Opinion was divided over those. I actually liked them as I thought it was good to have an indication that your mouse was in position over the button (since the buttons themselves do not "illuminate" in any way), but the other camp won out and Joe has dumped them several snapshot versions ago. Upgrading to a more recent JWM will revert back to the standard cursor not changing and will give you some further fixes as well.